The main objective of this paper is to study the relationship between different areas of victimization (e.g., sexual victimization) and psychological symptoms taking into account the full range of victimizations adolescents suffer. The final aim is to contribute further evidence regarding the bias that those studies which focus on just one area of victimization may be introducing into our psychological knowledge. A total of 923 adolescents (62.4% girls) between 14 and 18 years old were recruited from seven secondary schools in Catalonia, Spain. The Youth Self-report and the Juvenile Victimization Questionnaire were employed to assess psychological problems (internalizing and externalizing symptoms) and victimization, respectively. The large majority of adolescents reported having experienced more than one area of victimization. However, Conventional Crime area was the one that was more reported in isolation. Overall, the explicative power of a particular area of victimization was greatly reduced or even lost its significance when the other areas were taken into account. However, some areas remained significant and were different by gender. Clinicians and researchers should take into account the whole range of victimizations adolescents suffer when intending to understand the psychological aftermaths of victimization. Some areas of victimization appear to be more important at explaining particular psychological symptoms, those being Peer and Sibling Victimization in the case of boys, and both Conventional Crime and Internet Victimization in the case of girls.